Fair Value Measurements (Detail) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Level 1
Assets:
U.S. Treasury Securities	$ 1,645,930	$ 752,076
Investment in affiliates	267,547	234,120
Other derivative contracts		7,955
Liabilities:
U.S. Treasury Securities sold, not yet purchased	611,167	495,437
Other derivative contracts	4,812
Level 2
Assets:
Agency mortgage-backed securities	108,256,671	123,963,207
Agency debentures	3,970,279	3,009,568
Other derivative contracts		1,875
Liabilities:
Interest rate swaps	$ 2,259,173	$ 2,584,907